+28.0%
NBIS vs DD
+49.3%
-21.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -4.9% | -5.3% |
| 7D | -22.4% | +8.7% | -31.1% | -27.1% |
| 30D | -39.1% | +15.3% | -54.5% | -45.2% |
| 3M | -37.3% | +5.9% | -43.2% | -39.7% |
| 6M | -19.8% | +11.6% | -31.4% | -25.4% |
| YTD | +69.1% | +26.5% | +42.5% | +30.1% |
| 1Y | +28.0% | +35.4% | -7.4% | -5.7% |
| All | +28.0% | +49.3% | -21.3% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling